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Robust Evolutionary Algorithm Design for Socio-economic Simulation

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Author Info
Floortje Alkemade ()
Han Poutré ()
Hans Amman ()

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Abstract

Agent-based computational economics (ACE) combines elements from economics and computer science. In this paper, we focus on the relation between the evolutionary technique that is used and the economic problem that is modeled. In the field of ACE, economic simulations often derive parameter settings for the evolutionary algorithm directly from the values of the economic model parameters. In this paper, we compare two important approaches that are dominating ACE research and show that the above practice may hinder the performance of the evolutionary algorithm and thereby hinder agent learning. More specifically, we show that economic model parameters and evolutionary algorithm parameters should be treated separately by comparing the two widely used approaches to social learning with respect to their convergence properties and robustness. This leads to new considerations for the methodological aspects of evolutionary algorithm design within the field of ACE. Copyright Springer 2006

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File URL: http://hdl.handle.net/10.1007/s10614-006-9051-5
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Publisher Info
Article provided by Springer in its journal Computational Economics.

Volume (Year): 28 (2006)
Issue (Month): 4 (November)
Pages: 355-370
Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Handle: RePEc:kap:compec:v:28:y:2006:i:4:p:355-370

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Web page: http://www.springerlink.com/link.asp?id=100248

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Related research
Keywords: evolutionary algorithms simulation

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